| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
1,294.3 |
1,264.0 |
-30.3 |
-2.3% |
1,293.5 |
| High |
1,294.7 |
1,267.5 |
-27.2 |
-2.1% |
1,305.8 |
| Low |
1,263.4 |
1,256.1 |
-7.3 |
-0.6% |
1,283.3 |
| Close |
1,265.7 |
1,259.7 |
-6.0 |
-0.5% |
1,291.9 |
| Range |
31.3 |
11.4 |
-19.9 |
-63.6% |
22.5 |
| ATR |
16.1 |
15.8 |
-0.3 |
-2.1% |
0.0 |
| Volume |
90,266 |
134,364 |
44,098 |
48.9% |
141,435 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.3 |
1,288.9 |
1,266.0 |
|
| R3 |
1,283.9 |
1,277.5 |
1,262.8 |
|
| R2 |
1,272.5 |
1,272.5 |
1,261.8 |
|
| R1 |
1,266.1 |
1,266.1 |
1,260.7 |
1,263.6 |
| PP |
1,261.1 |
1,261.1 |
1,261.1 |
1,259.9 |
| S1 |
1,254.7 |
1,254.7 |
1,258.7 |
1,252.2 |
| S2 |
1,249.7 |
1,249.7 |
1,257.6 |
|
| S3 |
1,238.3 |
1,243.3 |
1,256.6 |
|
| S4 |
1,226.9 |
1,231.9 |
1,253.4 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.2 |
1,349.0 |
1,304.3 |
|
| R3 |
1,338.7 |
1,326.5 |
1,298.1 |
|
| R2 |
1,316.2 |
1,316.2 |
1,296.0 |
|
| R1 |
1,304.0 |
1,304.0 |
1,294.0 |
1,298.9 |
| PP |
1,293.7 |
1,293.7 |
1,293.7 |
1,291.1 |
| S1 |
1,281.5 |
1,281.5 |
1,289.8 |
1,276.4 |
| S2 |
1,271.2 |
1,271.2 |
1,287.8 |
|
| S3 |
1,248.7 |
1,259.0 |
1,285.7 |
|
| S4 |
1,226.2 |
1,236.5 |
1,279.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,304.1 |
1,256.1 |
48.0 |
3.8% |
15.7 |
1.2% |
8% |
False |
True |
68,356 |
| 10 |
1,309.4 |
1,256.1 |
53.3 |
4.2% |
14.8 |
1.2% |
7% |
False |
True |
41,431 |
| 20 |
1,315.7 |
1,256.1 |
59.6 |
4.7% |
15.6 |
1.2% |
6% |
False |
True |
28,166 |
| 40 |
1,331.0 |
1,256.1 |
74.9 |
5.9% |
15.4 |
1.2% |
5% |
False |
True |
16,020 |
| 60 |
1,392.0 |
1,256.1 |
135.9 |
10.8% |
15.8 |
1.3% |
3% |
False |
True |
11,605 |
| 80 |
1,392.0 |
1,242.0 |
150.0 |
11.9% |
15.4 |
1.2% |
12% |
False |
False |
9,070 |
| 100 |
1,392.0 |
1,221.9 |
170.1 |
13.5% |
14.6 |
1.2% |
22% |
False |
False |
7,558 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
16.3% |
14.6 |
1.2% |
35% |
False |
False |
6,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.0 |
|
2.618 |
1,297.3 |
|
1.618 |
1,285.9 |
|
1.000 |
1,278.9 |
|
0.618 |
1,274.5 |
|
HIGH |
1,267.5 |
|
0.618 |
1,263.1 |
|
0.500 |
1,261.8 |
|
0.382 |
1,260.5 |
|
LOW |
1,256.1 |
|
0.618 |
1,249.1 |
|
1.000 |
1,244.7 |
|
1.618 |
1,237.7 |
|
2.618 |
1,226.3 |
|
4.250 |
1,207.7 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,261.8 |
1,276.0 |
| PP |
1,261.1 |
1,270.6 |
| S1 |
1,260.4 |
1,265.1 |
|